FT Balanced Growth Private Wealth Pool O (TML3962)

12.82 -0.02 (-0.14%) CAD  |  Dec 27 2024
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TML3962 Max Drawdown (5Y): 18.08% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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FT Balanced Income Private Wealth Pool O 14.34%
Desjardins Global Balanced Strategic Income I 18.61%
CI G520 2039 Q2 Class O 12.28%
CI G520 2040 Q1 Class O 14.18%
CI G520i 2035 Q2 Class O 12.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.4014
Beta (5Y) 0.5552
Alpha (vs YCharts Benchmark) (5Y) 5.042
Beta (vs YCharts Benchmark) (5Y) 0.8945
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.82%
Historical Sharpe Ratio (5Y) 0.512
Historical Sortino (5Y) 0.5688
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.77%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:TML3962.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:TML3962.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.